Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes (Q3956832)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes |
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Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes (English)
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1982
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connection between nonlinear filtering and optimal control
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Zakai equation
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dynamic programming equation
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pathwise filtering
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